After much soul-searching, I went ahead and implemented the delayed-write method I talked about in my earlier posts.
At first I tried to overload (print) and (println) and it worked but jumping in and out of different contexts made messed up my ($POST) functions, and I thought I'd simplify my life by just defining new functions: (display) and (displayln). Then at the end you (display-page). You can also (display-image) and (display-post-box). Kind of a theme going there.
Anyway, (set-cookie) now adds a cookie to the header that will get posted when the page itself is displayed. It seems to be working, so hopefully I can now work on getting user sign-in happening on the Rockets blog!